Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49321.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.272 %¶

This Week¶

Return: -2.756 %¶

Total portfolio value¶

Return including deposits: 61.569 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.130000 1530.360000 107.360000 7.540000 1423.000014
Hennes & Mauritz B 6 1.810000 933.480000 21.480000 2.360000 912.000000
Atrium Ljungberg B 5 -0.720000 897.000000 -7.000000 -0.770000 904.000000
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
Profoto Holding 7 -1.700000 567.000000 -15.000000 -2.580000 581.999999
Eastnine 6 -2.380000 639.600000 -17.400000 -2.650000 657.000000
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
AcadeMedia 20 -1.200000 954.400000 -23.600000 -2.410000 978.000000
OX2 12 -0.740000 884.400000 -24.600000 -2.710000 909.000000
Vitrolife 3 -0.910000 652.200000 -24.800000 -3.660000 677.000001
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Latour B 4 -0.630000 824.400000 -31.600000 -3.690000 856.000000
Sandvik 4 -0.830000 815.200000 -32.800000 -3.870000 848.000000
Addnode Group B 7 -0.560000 868.000000 -37.000000 -4.090000 904.999998
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
Vitec Software Group B 2 -1.210000 1063.000000 -41.000000 -3.710000 1104.000000
Sagax B 4 -1.400000 843.600000 -41.400000 -4.680000 885.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Orrön Energy 170 -2.020000 1935.450000 -110.550000 -5.400000 2045.999980
Hexagon B 26 -0.900000 3308.500000 -111.500000 -3.260000 3420.000012
VEF 788 -0.270000 1763.540000 -139.460000 -7.330000 1903.000300
TOTAL 25207.650000 -757.350000 -7.09229% 25965.000286

Updated:¶

'2023-06-22 17:21:23.022204'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶